You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
40 lines
886 B
40 lines
886 B
// Copyright 2010 Petar Maymounkov. All rights reserved.
|
|
// Use of this source code is governed by a BSD-style
|
|
// license that can be found in the LICENSE file.
|
|
|
|
package llrb
|
|
|
|
import "math"
|
|
|
|
// avgVar maintains the average and variance of a stream of numbers
|
|
// in a space-efficient manner.
|
|
type avgVar struct {
|
|
count int64
|
|
sum, sumsq float64
|
|
}
|
|
|
|
func (av *avgVar) Init() {
|
|
av.count = 0
|
|
av.sum = 0.0
|
|
av.sumsq = 0.0
|
|
}
|
|
|
|
func (av *avgVar) Add(sample float64) {
|
|
av.count++
|
|
av.sum += sample
|
|
av.sumsq += sample * sample
|
|
}
|
|
|
|
func (av *avgVar) GetCount() int64 { return av.count }
|
|
|
|
func (av *avgVar) GetAvg() float64 { return av.sum / float64(av.count) }
|
|
|
|
func (av *avgVar) GetTotal() float64 { return av.sum }
|
|
|
|
func (av *avgVar) GetVar() float64 {
|
|
a := av.GetAvg()
|
|
return av.sumsq/float64(av.count) - a*a
|
|
}
|
|
|
|
func (av *avgVar) GetStdDev() float64 { return math.Sqrt(av.GetVar()) }
|